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SCORX vs. STBFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCORX vs. STBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sextant Core Fund (SCORX) and Sextant Short Term Bond Fund (STBFX). The values are adjusted to include any dividend payments, if applicable.

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SCORX vs. STBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCORX
Sextant Core Fund
-1.03%14.20%9.80%9.85%-10.39%12.12%10.37%20.01%-4.61%14.58%
STBFX
Sextant Short Term Bond Fund
0.28%4.92%3.87%3.79%-4.16%-1.09%3.42%4.03%1.09%0.50%

Returns By Period

In the year-to-date period, SCORX achieves a -1.03% return, which is significantly lower than STBFX's 0.28% return. Over the past 10 years, SCORX has outperformed STBFX with an annualized return of 7.45%, while STBFX has yielded a comparatively lower 1.74% annualized return.


SCORX

1D
-0.05%
1M
-6.43%
YTD
-1.03%
6M
-0.80%
1Y
13.85%
3Y*
9.87%
5Y*
5.99%
10Y*
7.45%

STBFX

1D
0.00%
1M
-0.41%
YTD
0.28%
6M
1.33%
1Y
3.81%
3Y*
3.83%
5Y*
1.62%
10Y*
1.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCORX vs. STBFX - Expense Ratio Comparison

SCORX has a 0.90% expense ratio, which is higher than STBFX's 0.60% expense ratio.


Return for Risk

SCORX vs. STBFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCORX
SCORX Risk / Return Rank: 7777
Overall Rank
SCORX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SCORX Sortino Ratio Rank: 7979
Sortino Ratio Rank
SCORX Omega Ratio Rank: 7272
Omega Ratio Rank
SCORX Calmar Ratio Rank: 8181
Calmar Ratio Rank
SCORX Martin Ratio Rank: 7777
Martin Ratio Rank

STBFX
STBFX Risk / Return Rank: 9595
Overall Rank
STBFX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
STBFX Sortino Ratio Rank: 9494
Sortino Ratio Rank
STBFX Omega Ratio Rank: 9494
Omega Ratio Rank
STBFX Calmar Ratio Rank: 9999
Calmar Ratio Rank
STBFX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCORX vs. STBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sextant Core Fund (SCORX) and Sextant Short Term Bond Fund (STBFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


SCORXSTBFXDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.93

-0.55

Sortino ratio

Return per unit of downside risk

1.98

3.08

-1.10

Omega ratio

Gain probability vs. loss probability

1.27

1.49

-0.22

Calmar ratio

Return relative to maximum drawdown

1.97

6.79

-4.82

Martin ratio

Return relative to average drawdown

7.45

17.29

-9.85

SCORX vs. STBFX - Sharpe Ratio Comparison

The current SCORX Sharpe Ratio is 1.38, which is comparable to the STBFX Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of SCORX and STBFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCORXSTBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.93

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.72

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.87

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

1.23

-0.74

Correlation

The correlation between SCORX and STBFX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SCORX vs. STBFX - Dividend Comparison

SCORX's dividend yield for the trailing twelve months is around 2.17%, less than STBFX's 3.14% yield.


TTM20252024202320222021202020192018201720162015
SCORX
Sextant Core Fund
2.17%2.14%2.78%1.61%1.51%3.13%1.42%5.99%1.43%1.36%1.48%4.95%
STBFX
Sextant Short Term Bond Fund
3.14%3.17%2.77%1.84%1.04%1.07%1.60%1.75%1.47%1.30%1.06%1.07%

Drawdowns

SCORX vs. STBFX - Drawdown Comparison

The maximum SCORX drawdown since its inception was -32.34%, which is greater than STBFX's maximum drawdown of -6.79%. Use the drawdown chart below to compare losses from any high point for SCORX and STBFX.


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Drawdown Indicators


SCORXSTBFXDifference

Max Drawdown

Largest peak-to-trough decline

-32.34%

-6.79%

-25.55%

Max Drawdown (1Y)

Largest decline over 1 year

-6.82%

-0.60%

-6.22%

Max Drawdown (5Y)

Largest decline over 5 years

-17.05%

-6.68%

-10.37%

Max Drawdown (10Y)

Largest decline over 10 years

-21.10%

-6.79%

-14.31%

Current Drawdown

Current decline from peak

-6.62%

-0.41%

-6.21%

Average Drawdown

Average peak-to-trough decline

-4.32%

-0.62%

-3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

0.24%

+1.57%

Volatility

SCORX vs. STBFX - Volatility Comparison

Sextant Core Fund (SCORX) has a higher volatility of 3.53% compared to Sextant Short Term Bond Fund (STBFX) at 0.77%. This indicates that SCORX's price experiences larger fluctuations and is considered to be riskier than STBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCORXSTBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

0.77%

+2.76%

Volatility (6M)

Calculated over the trailing 6-month period

6.52%

1.43%

+5.09%

Volatility (1Y)

Calculated over the trailing 1-year period

10.43%

2.13%

+8.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.10%

2.25%

+6.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.69%

2.00%

+7.69%